Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)

A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches Schulte-Tillmann, Björn; Segnon, Mawuli; Wiedemann, Timo (2023) Münster: Universität Münster. Type of Publication: Working paper
Financial-market volatility prediction with multiplicative Markov-switching MIDAS components Schulte-Tillmann, Björn; Segnon, Mawuli; Wilfling, Bernd (2022) Münster: Universität Münster. Type of Publication: Working paper

Duration: since 01/01/2020

Type of project: Own resources project